GDX volatilidad VanEck Gold Miners ETF
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.40.7%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.42.0%
HV6047.2%
Diferencial IV − HV20
-1.4pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
54
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 días registrados
Cboe delayed options data · a fecha de 00:38 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Movimiento implícito |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 69.9% | — | ±0.7% |
| Oct 21, 2026 | 2 | 38.3% | -4.0pt | ±2.3% |
| Oct 23, 2026 | 4 | 42.5% | -2.6pt | ±3.6% |
| Oct 26, 2026 | 7 | 37.6% | -0.7pt | ±4.2% |
| Oct 28, 2026 | 9 | 40.9% | -2.1pt | ±5.2% |
| Oct 30, 2026 | 11 | 42.1% | +0.8pt | ±5.9% |
| Nov 02, 2026 | 14 | 40.4% | -4.7pt | ±6.4% |
| Nov 06, 2026 | 18 | 40.5% | +0.2pt | ±7.2% |
| Nov 13, 2026 | 25 | 41.5% | -1.2pt | ±8.7% |
| Nov 20, 2026 | 32 | 40.4% | +0.6pt | ±9.6% |
| Nov 27, 2026 | 39 | 39.5% | -0.6pt | ±10.3% |
| Dec 18, 2026 | 60 | 39.4% | -1.0pt | ±12.8% |
| Jan 15, 2027 | 88 | 40.2% | -1.1pt | ±15.7% |
| Mar 19, 2027 | 151 | 40.0% | -1.6pt | ±20.4% |
| Jun 17, 2027 | 241 | 40.7% | -2.5pt | ±26.1% |
| Sep 17, 2027 | 333 | 40.6% | -2.8pt | ±30.6% |
Sonrisa de volatilidad — Nov 20, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20